Gypsy likes to play chase too. She likes to do it with my BF more than me though... she comes over to him and stands on his legs with her toy and growls at him, then when he goes to take it she bounces over to the other sofa and growls again, he'll stop looking and back she comes.... lol... it can go on for HOURS!
Also she does it on the floor but I think that's a Yorkie trait where they bounce backwards with a toy growling for ages not letting you get it - Yorkie Keep Away! lol
OHhhh, and another, bouncing on your hands and feet in bed! You move your hands under the duvet and she pounces on them... sometimes you have to attack her too! lol
Aren't Yorkies great!